Yosida Approximations of Stochastic Differential Equations in Infinite Dimensions and Applications

• Main Author: Govindan, T. E. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Series: Probability Theory and Stochastic Modelling, 79
• Subjects: Mathematics.; Partial differential equations.; Probabilities.; Control engineering.; Probability Theory and Stochastic Processes.; Partial Differential Equations.; Control.

This research monograph brings together, for the first time, the varied literature on Yosida approximations of stochastic differential equations (SDEs) in infinite dimensions and their applications into a single cohesive work. The author provides a clear and systematic introduction to the Yosida app...

Table of Contents:

• Preface
• Notations and Abbreviations
• Introduction and Motivating Examples
• Mathematical machinery
• Yosida Approximations of Stochastic Differential Equations
• Yosida Approximations of Stochastic Differential Equations with Jumps
• Applications to Stochastic Stability
• Applications to Stochastic Optimal Control
• Appendix A: Nuclear and Hilbert-Schmidt Operators
• Appendix B: Multivalued Maps
• Appendix C: Maximal Monotone Operators
• Appendix D: The Duality Mapping
• Appendix E: Random Multivalued Operators
• Bibliographical Notes and Remarks
• Bibliography.